PortfoliosLab logoPortfoliosLab logo
UET5.DE vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UET5.DE vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UET5.DE vs. SPMO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
-0.82%25.92%12.78%25.36%-9.35%26.94%0.18%15.08%
SPMO
Invesco S&P 500 Momentum ETF
-2.29%11.56%55.44%14.03%-4.90%31.82%17.68%5.67%
Different Trading Currencies

UET5.DE is traded in EUR, while SPMO is traded in USD. To make them comparable, the SPMO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UET5.DE achieves a -0.82% return, which is significantly higher than SPMO's -2.29% return.


UET5.DE

1D
3.21%
1M
-4.58%
YTD
-0.82%
6M
4.03%
1Y
13.93%
3Y*
16.22%
5Y*
12.95%
10Y*

SPMO

1D
2.03%
1M
-3.39%
YTD
-2.29%
6M
-3.17%
1Y
15.67%
3Y*
26.51%
5Y*
18.08%
10Y*
17.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UET5.DE vs. SPMO - Expense Ratio Comparison

UET5.DE has a 0.10% expense ratio, which is lower than SPMO's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UET5.DE vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UET5.DE
UET5.DE Risk / Return Rank: 3838
Overall Rank
UET5.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
UET5.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
UET5.DE Omega Ratio Rank: 3636
Omega Ratio Rank
UET5.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
UET5.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6464
Overall Rank
SPMO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6363
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UET5.DE vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Invesco S&P 500 Momentum ETF (SPMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


UET5.DESPMODifference

Sharpe ratio

Return per unit of total volatility

0.78

0.63

+0.14

Sortino ratio

Return per unit of downside risk

1.15

1.02

+0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.18

1.18

0.00

Martin ratio

Return relative to average drawdown

4.27

3.88

+0.39

UET5.DE vs. SPMO - Sharpe Ratio Comparison

The current UET5.DE Sharpe Ratio is 0.78, which is comparable to the SPMO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of UET5.DE and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UET5.DESPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.63

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.94

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.82

-0.13

Correlation

The correlation between UET5.DE and SPMO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UET5.DE vs. SPMO - Dividend Comparison

UET5.DE's dividend yield for the trailing twelve months is around 3.20%, more than SPMO's 0.89% yield.


TTM20252024202320222021202020192018201720162015
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
3.20%2.15%3.28%2.96%3.06%1.90%1.93%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.89%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

UET5.DE vs. SPMO - Drawdown Comparison

The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than SPMO's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for UET5.DE and SPMO.


Loading graphics...

Drawdown Indicators


UET5.DESPMODifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-30.95%

-6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.70%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-22.74%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-7.83%

-7.31%

-0.52%

Average Drawdown

Average peak-to-trough decline

-5.02%

-4.66%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.60%

-0.33%

Volatility

UET5.DE vs. SPMO - Volatility Comparison

UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 7.17% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.23%. This indicates that UET5.DE's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UET5.DESPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

6.23%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

12.90%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

24.88%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

19.28%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

20.74%

-1.12%